Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
| Bars in test | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 30 | ||
| Total net profit | 565.52 | Gross profit | 876.19 | Gross loss | -310.67 |
| Profit factor | 2.82 | Expected payoff | 26.93 | ||
| Absolute drawdown | 112.38 | Maximal drawdown | 200.50 (1.91%) | Relative drawdown | 1.91% (200.50) |
| Total trades | 21 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 13 (61.90%) | Loss trades (% of total) | 8 (38.10%) | ||
| Largest | profit trade | 104.43 | loss trade | -49.43 | |
| Average | profit trade | 67.40 | loss trade | -38.83 | |
| Maximum | consecutive wins (profit in money) | 8 (502.93) | consecutive losses (loss in money) | 3 (-94.45) | |
| Maximal | consecutive profit (count of wins) | 502.93 (8) | consecutive loss (count of losses) | -95.93 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2023.04.21 12:00 | buy | 1 | 0.10 | 89.598 | 0.000 | 0.000 | ||
| 2 | 2023.04.21 12:00 | modify | 1 | 0.10 | 89.598 | 88.898 | 91.098 | ||
| 3 | 2023.04.25 16:00 | s/l | 1 | 0.10 | 88.898 | 88.898 | 91.098 | -46.02 | 9953.98 |
| 4 | 2023.05.01 08:00 | sell | 2 | 0.10 | 90.777 | 0.000 | 0.000 | ||
| 5 | 2023.05.01 08:00 | modify | 2 | 0.10 | 90.777 | 91.477 | 89.277 | ||
| 6 | 2023.05.02 08:00 | s/l | 2 | 0.10 | 91.477 | 91.477 | 89.277 | -47.78 | 9906.20 |
| 7 | 2023.05.02 12:00 | sell | 3 | 0.10 | 92.043 | 0.000 | 0.000 | ||
| 8 | 2023.05.02 12:00 | modify | 3 | 0.10 | 92.043 | 92.743 | 90.543 | ||
| 9 | 2023.05.03 08:00 | t/p | 3 | 0.10 | 90.543 | 92.743 | 90.543 | 99.76 | 10005.96 |
| 10 | 2023.06.14 04:00 | sell | 4 | 0.10 | 94.861 | 0.000 | 0.000 | ||
| 11 | 2023.06.14 04:00 | modify | 4 | 0.10 | 94.861 | 95.561 | 93.361 | ||
| 12 | 2023.06.15 04:00 | s/l | 4 | 0.10 | 95.561 | 95.561 | 93.361 | -49.43 | 9956.53 |
| 13 | 2023.07.07 12:00 | buy | 5 | 0.10 | 95.073 | 0.000 | 0.000 | ||
| 14 | 2023.07.07 12:00 | modify | 5 | 0.10 | 95.073 | 94.373 | 96.573 | ||
| 15 | 2023.07.10 16:00 | s/l | 5 | 0.10 | 94.373 | 94.373 | 96.573 | -46.50 | 9910.03 |
| 16 | 2023.07.11 16:00 | buy | 6 | 0.10 | 93.651 | 0.000 | 0.000 | ||
| 17 | 2023.07.11 16:00 | modify | 6 | 0.10 | 93.651 | 92.951 | 95.151 | ||
| 18 | 2023.07.13 04:00 | buy | 7 | 0.10 | 94.420 | 0.000 | 0.000 | ||
| 19 | 2023.07.13 04:00 | modify | 7 | 0.10 | 94.420 | 93.726 | 95.151 | ||
| 20 | 2023.07.13 04:00 | modify | 6 | 0.10 | 93.651 | 93.726 | 95.151 | ||
| 21 | 2023.07.13 08:00 | buy | 8 | 0.10 | 94.709 | 0.000 | 0.000 | ||
| 22 | 2023.07.13 08:00 | modify | 8 | 0.10 | 94.709 | 94.176 | 95.151 | ||
| 23 | 2023.07.13 08:00 | modify | 7 | 0.10 | 94.420 | 94.176 | 95.151 | ||
| 24 | 2023.07.13 08:00 | modify | 6 | 0.10 | 93.651 | 94.176 | 95.151 | ||
| 25 | 2023.07.13 16:00 | t/p | 6 | 0.10 | 95.151 | 94.176 | 95.151 | 102.55 | 10012.58 |
| 26 | 2023.07.13 16:00 | t/p | 7 | 0.10 | 95.151 | 94.176 | 95.151 | 49.06 | 10061.64 |
| 27 | 2023.07.13 16:00 | t/p | 8 | 0.10 | 95.151 | 94.176 | 95.151 | 29.66 | 10091.30 |
| 28 | 2023.08.03 12:00 | buy | 9 | 0.10 | 93.327 | 0.000 | 0.000 | ||
| 29 | 2023.08.03 12:00 | modify | 9 | 0.10 | 93.327 | 92.627 | 94.827 | ||
| 30 | 2023.08.09 08:00 | buy | 10 | 0.10 | 94.100 | 0.000 | 0.000 | ||
| 31 | 2023.08.09 08:00 | modify | 10 | 0.10 | 94.100 | 93.402 | 94.827 | ||
| 32 | 2023.08.09 08:00 | modify | 9 | 0.10 | 93.327 | 93.402 | 94.827 | ||
| 33 | 2023.08.10 08:00 | buy | 11 | 0.10 | 94.241 | 0.000 | 0.000 | ||
| 34 | 2023.08.10 08:00 | modify | 11 | 0.10 | 94.241 | 93.777 | 94.827 | ||
| 35 | 2023.08.10 08:00 | modify | 10 | 0.10 | 94.100 | 93.777 | 94.827 | ||
| 36 | 2023.08.10 08:00 | modify | 9 | 0.10 | 93.327 | 93.777 | 94.827 | ||
| 37 | 2023.08.10 16:00 | t/p | 9 | 0.10 | 94.827 | 93.777 | 94.827 | 103.97 | 10195.27 |
| 38 | 2023.08.10 16:00 | t/p | 10 | 0.10 | 94.827 | 93.777 | 94.827 | 50.21 | 10245.48 |
| 39 | 2023.08.10 16:00 | t/p | 11 | 0.10 | 94.827 | 93.777 | 94.827 | 39.33 | 10284.81 |
| 40 | 2023.09.29 08:00 | sell | 12 | 0.10 | 96.387 | 0.000 | 0.000 | ||
| 41 | 2023.09.29 08:00 | modify | 12 | 0.10 | 96.387 | 97.087 | 94.887 | ||
| 42 | 2023.10.02 20:00 | sell | 13 | 0.10 | 95.335 | 0.000 | 0.000 | ||
| 43 | 2023.10.02 20:00 | modify | 13 | 0.10 | 95.335 | 95.862 | 94.887 | ||
| 44 | 2023.10.02 20:00 | modify | 12 | 0.10 | 96.387 | 95.862 | 94.887 | ||
| 45 | 2023.10.03 08:00 | t/p | 12 | 0.10 | 94.887 | 95.862 | 94.887 | 98.93 | 10383.74 |
| 46 | 2023.10.03 08:00 | t/p | 13 | 0.10 | 94.887 | 95.862 | 94.887 | 29.22 | 10412.96 |
| 47 | 2023.11.06 08:00 | sell | 14 | 0.10 | 97.407 | 0.000 | 0.000 | ||
| 48 | 2023.11.06 08:00 | modify | 14 | 0.10 | 97.407 | 98.107 | 95.907 | ||
| 49 | 2023.11.09 00:00 | sell | 15 | 0.10 | 96.657 | 0.000 | 0.000 | ||
| 50 | 2023.11.09 00:00 | modify | 15 | 0.10 | 96.657 | 97.332 | 95.907 | ||
| 51 | 2023.11.09 00:00 | modify | 14 | 0.10 | 97.407 | 97.332 | 95.907 | ||
| 52 | 2023.11.14 16:00 | s/l | 14 | 0.10 | 97.332 | 97.332 | 95.907 | -1.61 | 10411.35 |
| 53 | 2023.11.14 16:00 | s/l | 15 | 0.10 | 97.332 | 97.332 | 95.907 | -47.76 | 10363.59 |
| 54 | 2023.12.05 16:00 | buy | 16 | 0.10 | 96.571 | 0.000 | 0.000 | ||
| 55 | 2023.12.05 16:00 | modify | 16 | 0.10 | 96.571 | 95.871 | 98.071 | ||
| 56 | 2023.12.07 04:00 | s/l | 16 | 0.10 | 95.871 | 95.871 | 98.071 | -45.08 | 10318.51 |
| 57 | 2023.12.27 12:00 | sell | 17 | 0.10 | 97.502 | 0.000 | 0.000 | ||
| 58 | 2023.12.27 12:00 | modify | 17 | 0.10 | 97.502 | 98.202 | 96.002 | ||
| 59 | 2024.01.01 20:00 | t/p | 17 | 0.10 | 96.002 | 98.202 | 96.002 | 96.44 | 10414.95 |
| 60 | 2024.02.01 16:00 | buy | 18 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 61 | 2024.02.01 16:00 | modify | 18 | 0.10 | 95.779 | 95.079 | 97.279 | ||
| 62 | 2024.02.07 12:00 | buy | 19 | 0.10 | 96.682 | 0.000 | 0.000 | ||
| 63 | 2024.02.07 12:00 | modify | 19 | 0.10 | 96.682 | 96.229 | 97.279 | ||
| 64 | 2024.02.07 12:00 | modify | 18 | 0.10 | 95.779 | 96.229 | 97.279 | ||
| 65 | 2024.02.08 04:00 | buy | 20 | 0.10 | 96.829 | 0.000 | 0.000 | ||
| 66 | 2024.02.08 04:00 | modify | 20 | 0.10 | 96.829 | 96.304 | 97.279 | ||
| 67 | 2024.02.08 04:00 | modify | 19 | 0.10 | 96.682 | 96.304 | 97.279 | ||
| 68 | 2024.02.08 04:00 | modify | 18 | 0.10 | 95.779 | 96.304 | 97.279 | ||
| 69 | 2024.02.09 12:00 | t/p | 18 | 0.10 | 97.279 | 96.304 | 97.279 | 104.43 | 10519.38 |
| 70 | 2024.02.09 12:00 | t/p | 19 | 0.10 | 97.279 | 96.304 | 97.279 | 41.95 | 10561.33 |
| 71 | 2024.02.09 12:00 | t/p | 20 | 0.10 | 97.279 | 96.304 | 97.279 | 30.67 | 10592.01 |
| 72 | 2024.02.28 16:00 | buy | 21 | 0.10 | 97.962 | 0.000 | 0.000 | ||
| 73 | 2024.02.28 16:00 | modify | 21 | 0.10 | 97.962 | 97.262 | 99.462 | ||
| 74 | 2024.02.29 23:59 | close at stop | 21 | 0.10 | 97.546 | 97.262 | 99.462 | -26.49 | 10565.52 |